Residual test for cointegration with GLS detrended data
Year of publication: |
2012
|
---|---|
Authors: | Perron, Pierre ; Rodriguez, Gabriel |
Institutions: | Departamento de Economía, Pontificia Universidad Católica del Perú |
Subject: | Cointegration | Residual-Based Unit Root Test | ECR Test | OLS and GLS Detrented Data | Hypothesis Testing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | published Number 2012-327 77 pages |
Classification: | C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling |
Source: |
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